"We shall not let anyone in Kosovo exert fear and threats on any individual or any grouping," he said.

Some western diplomats were also present.

Kosovo passed an anti-discrimination law in 2004. This is the first Pride Parade, although the gay community has held small marches over the past three years supported by important political leaders and diplomats.

"We believe in a diverse society and that would add value to Kosovo society," organizer Lendi Mustafa told participants at the end of the march.

There is still widespread anti-gay sentiment in the predominantly Muslim country of 1.9 million that declared independence in 2008.